Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 38.3710382513661 | Range | 23 | Trim Var. | 27.9267053701016 |
V(Y[t],d=1,D=0) | 13.2361581920904 | Range | 17 | Trim Var. | 7.38243831640058 |
V(Y[t],d=2,D=0) | 37.2746931618936 | Range | 28 | Trim Var. | 25.0544267053701 |
V(Y[t],d=3,D=0) | 124.024198427102 | Range | 46 | Trim Var. | 88.5682503770739 |
V(Y[t],d=0,D=1) | 26.4753401360544 | Range | 20 | Trim Var. | 15.9976771196283 |
V(Y[t],d=1,D=1) | 20.8612588652482 | Range | 20 | Trim Var. | 11.225 |
V(Y[t],d=2,D=1) | 61.172987974098 | Range | 36 | Trim Var. | 32.9041835357625 |
V(Y[t],d=3,D=1) | 201.787922705314 | Range | 63 | Trim Var. | 125.148076923077 |
V(Y[t],d=0,D=2) | 80.5075075075075 | Range | 31 | Trim Var. | 61.4848484848485 |
V(Y[t],d=1,D=2) | 60.8857142857143 | Range | 31 | Trim Var. | 35.1781609195402 |
V(Y[t],d=2,D=2) | 174.828571428571 | Range | 51 | Trim Var. | 123.612903225806 |
V(Y[t],d=3,D=2) | 546.332442067736 | Range | 89 | Trim Var. | 374.464367816092 |